She has danced to the song "O laila" in the movie.
"Never in a million years did I think of being here and have a chance to make something like this," the 32-year-old said here Tuesday at the music launch of "Shootout At Wadala".
"As a little girl, you always watch all these Bollywood movies with beautiful women dancing and singing. This ('O laila') is a great escape, it is a great song to dance to," she added.
Thanking director Sanjay Gupta and producer Ekta Kapoor, Sunny said: "I am really thankful. I am thanking my lucky stars, god, Ekta and Sanjay for being so patient with me."
"Shooutout At Wadala" has two other item songs featuring Priyanka Chopra in "Babli badmash" and Sophie Chowdry in "Ala re Manya". The film will release May 1.